Of course, last year Dortmund ran out 4-3 winners on aggregate, propelling them to their first Champions League Final since 1997.
Much has changed for both sides since last April. Dortmund can no longer call on the services of wunderkind Mario Gotze, and they have been decimated by injuries across the board. With Robert Lewandowski suspended for the first leg, they will be missing six starters from the Champions League Final last May against Bayern Munich.
Neven Subotic, Ilkay Gundogan, Jakub Blaszczykowski, Sven Bender and Marcel Schmelzer are long-term absentees, and Mats Hummels has yet to hit peak form following his return from a long-term injury.
Regardless, Madrid know perhaps better than anyone not to underestimate the talent in Klopp's side. In their four meetings last year, Real emerged victorious only once, and may have lost three of those matches if not for a late Mesut Ozil equalizer at the Bernabeu in the second group stage match.
Nevertheless, the loss of Lewandowski hurts Dortmund in a big way. His four-goal effort in the first leg of the semifinal proved to be all Dortmund needed to progress, and there is no one in the squad quite capable of matching his production.
As a consequence of all the struggles Dortmund have faced, they are perhaps being underestimated by the general public. Even accounting for Madrid's recent slip-ups to Barcelona and Sevilla, Los Blancos will be firm favorites heading into tomorrow's match in Spain.
Crucially, Klopp can call upon several players with the quality to swing matches at the highest level. Marco Reus, in particular, has developed into one of the most valuable properties in world football with his performances the past few seasons.
The crucial quality Dortmund have displayed the past several years under Klopp has been their resilience and ability to get results when they need them. Earlier this year, they were in serious danger of falling out of the Champions League spots in Germany, but they have since buckled down and secured a firm place among the top three guaranteed spots.
In the Champions League alone, the quality of opposition they have had to face the past two years has been very unforgiving. Last season, they played Madrid, Manchester City, Ajax and Madrid again before finally succumbing to Bayern Munich in the final.
If nothing else, they have proven their toughness in a season in which many things have gone wrong, including the official announcement of Lewandowski's move to none other than their bitter rivals in Bavaria.
Real Madrid will be favorites for this tie, and rightly so, but Dortmund have earned the right to be respected as an upper-tier club. They will be looking to keep the score down and try to grab an away goal heading into the second leg in Germany.
If they can do that, Klopp's trademark confidence in his side will buoy them at home behind a raucous crowd, and Dortmund will fancy their chances of progressing.